+309.6%
NSC vs FE
+105.3%
+204.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.3% |
| 7D | -6.6% | -1.0% | -5.6% | -6.2% |
| 30D | +2.2% | +4.1% | -2.0% | +0.6% |
| 3M | -6.2% | -1.0% | -5.2% | -5.9% |
| 6M | +1.7% | +4.0% | -2.3% | 0.0% |
| YTD | +12.2% | +6.8% | +5.4% | +9.1% |
| 1Y | +15.4% | +5.3% | +10.1% | +12.8% |
| 3Y | +73.3% | +44.6% | +28.8% | +48.0% |
| 5Y | +24.7% | +44.2% | -19.5% | +5.5% |
| All | +309.6% | +105.3% | +204.3% | +240.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling